ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 19-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
83.005 |
83.025 |
0.020 |
0.0% |
83.000 |
High |
83.205 |
83.500 |
0.295 |
0.4% |
83.600 |
Low |
82.900 |
83.025 |
0.125 |
0.2% |
82.686 |
Close |
83.099 |
83.451 |
0.352 |
0.4% |
82.686 |
Range |
0.305 |
0.475 |
0.170 |
55.7% |
0.914 |
ATR |
0.250 |
0.266 |
0.016 |
6.4% |
0.000 |
Volume |
5 |
9 |
4 |
80.0% |
1,020 |
|
Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.750 |
84.576 |
83.712 |
|
R3 |
84.275 |
84.101 |
83.582 |
|
R2 |
83.800 |
83.800 |
83.538 |
|
R1 |
83.626 |
83.626 |
83.495 |
83.713 |
PP |
83.325 |
83.325 |
83.325 |
83.369 |
S1 |
83.151 |
83.151 |
83.407 |
83.238 |
S2 |
82.850 |
82.850 |
83.364 |
|
S3 |
82.375 |
82.676 |
83.320 |
|
S4 |
81.900 |
82.201 |
83.190 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.733 |
85.123 |
83.189 |
|
R3 |
84.819 |
84.209 |
82.937 |
|
R2 |
83.905 |
83.905 |
82.854 |
|
R1 |
83.295 |
83.295 |
82.770 |
83.143 |
PP |
82.991 |
82.991 |
82.991 |
82.915 |
S1 |
82.381 |
82.381 |
82.602 |
82.229 |
S2 |
82.077 |
82.077 |
82.518 |
|
S3 |
81.163 |
81.467 |
82.435 |
|
S4 |
80.249 |
80.553 |
82.183 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.600 |
82.686 |
0.914 |
1.1% |
0.296 |
0.4% |
84% |
False |
False |
105 |
10 |
83.600 |
82.500 |
1.100 |
1.3% |
0.160 |
0.2% |
86% |
False |
False |
104 |
20 |
83.600 |
81.555 |
2.045 |
2.5% |
0.080 |
0.1% |
93% |
False |
False |
52 |
40 |
83.600 |
79.465 |
4.135 |
5.0% |
0.040 |
0.0% |
96% |
False |
False |
26 |
60 |
83.600 |
79.465 |
4.135 |
5.0% |
0.027 |
0.0% |
96% |
False |
False |
17 |
80 |
83.600 |
79.465 |
4.135 |
5.0% |
0.020 |
0.0% |
96% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.519 |
2.618 |
84.744 |
1.618 |
84.269 |
1.000 |
83.975 |
0.618 |
83.794 |
HIGH |
83.500 |
0.618 |
83.319 |
0.500 |
83.263 |
0.382 |
83.206 |
LOW |
83.025 |
0.618 |
82.731 |
1.000 |
82.550 |
1.618 |
82.256 |
2.618 |
81.781 |
4.250 |
81.006 |
|
|
Fisher Pivots for day following 19-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
83.388 |
83.332 |
PP |
83.325 |
83.212 |
S1 |
83.263 |
83.093 |
|